+154.2%
MSTR vs ODFL
-11.6%
+165.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.1% |
| 7D | -4.0% | -3.0% | -0.9% | -2.6% |
| 30D | -18.6% | -6.1% | -12.5% | -16.6% |
| 3M | +25.6% | -20.9% | +46.5% | +38.4% |
| 6M | -33.1% | -13.6% | -19.5% | -29.9% |
| YTD | -17.3% | +9.4% | -26.8% | -23.6% |
| 1Y | -48.1% | +22.9% | -71.0% | -54.9% |
| 3Y | +154.2% | -9.8% | +164.0% | +166.9% |
| All | +154.2% | -11.6% | +165.8% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling